601009 南京银行 — 斐波那契回调 回测明细
数据区间: 2015-01-05 ~ 2026-11-13 · 初始资金: ¥1,000,000 · 终值: ¥94.1万
策略: 斐波那契回调
K线 & 交易信号（策略收益 -5.87%）
红色三角=买入 · 蓝绿三角=卖出 · 标记为实际成交价
账户净值曲线（每标的独立回测 ¥1,000,000）
回合交易明细（共 40 个回合）
| # | 入场日期 | 离场日期 | 入场价 | 离场价 | 盈亏 | 盈亏% | 离场方式 |
|---|
| 1 |
2015-06-19 |
2015-07-06 |
19.62548588 |
18.4815 |
¥-5.8万 |
-5.86% |
跌破0.618止损 |
| 2 |
2015-10-13 |
2016-01-05 |
15.470089634999997 |
15.984 |
¥3.1万 |
+3.29% |
跌破0.618止损 |
| 3 |
2016-03-31 |
2016-04-18 |
16.130947832999997 |
16.2837 |
¥8,872 |
+0.92% |
重回前高 |
| 4 |
2016-09-12 |
2016-09-27 |
10.393497114 |
10.109879999999999 |
¥-2.7万 |
-2.76% |
跌破0.618止损 |
| 5 |
2017-01-04 |
2017-02-17 |
11.214563359999998 |
12.10788 |
¥7.5万 |
+7.93% |
重回前高 |
| 6 |
2017-03-23 |
2017-04-14 |
11.494927444 |
11.47851 |
¥-1,778 |
-0.17% |
跌破0.618止损 |
| 7 |
2017-06-01 |
2017-06-06 |
11.074381317999999 |
10.74924 |
¥-3.0万 |
-2.97% |
跌破0.618止损 |
| 8 |
2017-06-27 |
2017-07-14 |
11.074381318 |
11.77821 |
¥6.3万 |
+6.32% |
重回前高 |
| 9 |
2018-02-09 |
2018-02-12 |
8.91157267 |
8.77122 |
¥-1.6万 |
-1.60% |
跌破0.618止损 |
| 10 |
2018-02-14 |
2018-03-19 |
9.081793721 |
8.611379999999999 |
¥-5.4万 |
-5.21% |
跌破0.618止损 |
| 11 |
2018-05-16 |
2018-05-24 |
8.791416634 |
8.38161 |
¥-4.6万 |
-4.69% |
跌破0.618止损 |
| 12 |
2018-10-08 |
2018-10-09 |
7.489726244 |
7.43256 |
¥-7,306 |
-0.79% |
跌破0.618止损 |
| 13 |
2019-05-14 |
2019-05-31 |
8.220675463 |
8.24175 |
¥2,102 |
+0.23% |
跌破0.618止损 |
| 14 |
2019-06-21 |
2019-06-27 |
8.621195582999999 |
8.30169 |
¥-3.5万 |
-3.73% |
跌破0.618止损 |
| 15 |
2019-10-30 |
2019-11-27 |
8.701299606999997 |
8.36163 |
¥-3.5万 |
-3.93% |
跌破0.618止损 |
| 16 |
2019-12-18 |
2019-12-26 |
8.791416633999999 |
8.611379999999999 |
¥-1.8万 |
-2.08% |
跌破0.618止损 |
| 17 |
2020-05-06 |
2020-06-22 |
7.609882279999999 |
7.392600000000002 |
¥-2.4万 |
-2.88% |
跌破0.618止损 |
| 18 |
2020-07-14 |
2020-07-16 |
8.140571439 |
7.8921 |
¥-2.5万 |
-3.08% |
跌破0.618止损 |
| 19 |
2020-08-13 |
2020-09-25 |
8.270740478 |
8.11188 |
¥-1.6万 |
-1.95% |
跌破0.618止损 |
| 20 |
2020-10-22 |
2020-10-27 |
8.491026543999999 |
8.091899999999999 |
¥-3.7万 |
-4.73% |
跌破0.618止损 |
| 21 |
2020-11-20 |
2020-12-10 |
8.260727475 |
8.091899999999999 |
¥-1.5万 |
-2.07% |
跌破0.618止损 |
| 22 |
2021-01-19 |
2021-01-27 |
8.430948525999998 |
8.121870000000001 |
¥-2.7万 |
-3.69% |
跌破0.618止损 |
| 23 |
2021-02-04 |
2021-02-26 |
8.370870508 |
9.15084 |
¥6.5万 |
+9.28% |
重回前高 |
| 24 |
2021-04-16 |
2021-06-01 |
9.262027775 |
10.47951 |
¥10.1万 |
+13.11% |
重回前高 |
| 25 |
2021-07-16 |
2021-07-27 |
10.233289066 |
9.37062 |
¥-7.3万 |
-8.46% |
跌破0.618止损 |
| 26 |
2021-09-13 |
2021-09-16 |
9.772690927999998 |
9.270719999999999 |
¥-4.1万 |
-5.16% |
跌破0.618止损 |
| 27 |
2021-10-12 |
2021-10-22 |
9.592456874 |
10.0899 |
¥3.9万 |
+5.15% |
重回前高 |
| 28 |
2021-11-05 |
2021-11-23 |
9.552404861999998 |
9.260729999999999 |
¥-2.4万 |
-3.08% |
跌破0.618止损 |
| 29 |
2022-01-12 |
2022-01-21 |
9.622495882999997 |
10.049940000000001 |
¥3.4万 |
+4.41% |
重回前高 |
| 30 |
2022-02-28 |
2022-04-06 |
9.812742939999998 |
10.91907 |
¥9.0万 |
+11.24% |
重回前高 |
| 31 |
2022-05-11 |
2022-06-20 |
10.974251288 |
10.6893 |
¥-2.3万 |
-2.63% |
跌破0.618止损 |
| 32 |
2022-09-19 |
2022-10-21 |
10.553705161999996 |
10.439549999999999 |
¥-9,676 |
-1.11% |
跌破0.618止损 |
| 33 |
2022-11-30 |
2023-01-05 |
10.363458104999998 |
10.789200000000001 |
¥3.5万 |
+4.08% |
重回前高 |
| 34 |
2023-08-11 |
2023-08-15 |
8.531078555999999 |
8.27172 |
¥-2.7万 |
-3.07% |
跌破0.618止损 |
| 35 |
2024-06-19 |
2024-08-09 |
9.762677924999998 |
9.74025 |
¥-2,256 |
-0.26% |
跌破0.618止损 |
| 36 |
2024-11-28 |
2024-12-17 |
10.673861198 |
10.49949 |
¥-1.4万 |
-1.66% |
跌破0.618止损 |
| 37 |
2025-10-22 |
2025-12-02 |
11.444862428999999 |
11.82 |
¥2.8万 |
+3.25% |
重回前高 |
| 38 |
2025-12-09 |
2025-12-29 |
11.41482342 |
11.218770000000001 |
¥-1.5万 |
-1.75% |
跌破0.618止损 |
| 39 |
2026-02-10 |
2026-03-18 |
11.274641377999998 |
11.518469999999999 |
¥1.8万 |
+2.13% |
重回前高 |
| 40 |
2026-07-15 |
2026-07-31 |
10.904160266999998 |
11.608379999999999 |
¥5.6万 |
+6.43% |
重回前高 |
逐笔成交记录（共 80 笔）
| 日期 | 操作 | 方向 | 价格 | 数量（股） | 金额 | 备注 |
|---|
| 2015-06-19 |
黄金分割买点 |
买入 |
19.6196 |
50200.0 |
¥98.5万 |
|
| 2015-07-06 |
跌破0.618止损 |
卖出 |
18.4815 |
50200.0 |
¥92.7万 |
止损触发 |
| 2015-10-13 |
黄金分割买点 |
买入 |
15.465449999999997 |
60200.0 |
¥93.1万 |
|
| 2016-01-05 |
跌破0.618止损 |
卖出 |
15.984 |
60200.0 |
¥96.2万 |
止损触发 |
| 2016-03-31 |
黄金分割买点 |
买入 |
16.126109999999997 |
60000.0 |
¥96.8万 |
|
| 2016-04-18 |
重回前高 |
卖出 |
16.2837 |
60000.0 |
¥97.7万 |
|
| 2016-09-12 |
黄金分割买点 |
买入 |
10.39038 |
93100.0 |
¥96.8万 |
|
| 2016-09-27 |
跌破0.618止损 |
卖出 |
10.109879999999999 |
93100.0 |
¥94.1万 |
止损触发 |
| 2017-01-04 |
黄金分割买点 |
买入 |
11.211199999999998 |
84600.0 |
¥94.9万 |
|
| 2017-02-17 |
重回前高 |
卖出 |
12.10788 |
84600.0 |
¥1.02M |
|
| 2017-03-23 |
黄金分割买点 |
买入 |
11.49148 |
89500.0 |
¥1.03M |
|
| 2017-04-14 |
跌破0.618止损 |
卖出 |
11.47851 |
89500.0 |
¥1.03M |
止损触发 |
| 2017-06-01 |
黄金分割买点 |
买入 |
11.07106 |
92400.0 |
¥1.02M |
|
| 2017-06-06 |
跌破0.618止损 |
卖出 |
10.74924 |
92400.0 |
¥99.3万 |
止损触发 |
| 2017-06-27 |
黄金分割买点 |
买入 |
11.07106 |
89800.0 |
¥99.4万 |
|
| 2017-07-14 |
重回前高 |
卖出 |
11.77821 |
89800.0 |
¥1.06M |
|
| 2018-02-09 |
黄金分割买点 |
买入 |
8.9089 |
114300.0 |
¥1.02M |
|
| 2018-02-12 |
跌破0.618止损 |
卖出 |
8.77122 |
114300.0 |
¥1.00M |
止损触发 |
| 2018-02-14 |
黄金分割买点 |
买入 |
9.07907 |
114900.0 |
¥1.04M |
|
| 2018-03-19 |
跌破0.618止损 |
卖出 |
8.611379999999999 |
114900.0 |
¥98.9万 |
止损触发 |
| 2018-05-16 |
黄金分割买点 |
买入 |
8.78878 |
111900.0 |
¥98.4万 |
|
| 2018-05-24 |
跌破0.618止损 |
卖出 |
8.38161 |
111900.0 |
¥93.8万 |
止损触发 |
| 2018-10-08 |
黄金分割买点 |
买入 |
7.48748 |
123000.0 |
¥92.1万 |
|
| 2018-10-09 |
跌破0.618止损 |
卖出 |
7.43256 |
123000.0 |
¥91.4万 |
止损触发 |
| 2019-05-14 |
黄金分割买点 |
买入 |
8.21821 |
113000.0 |
¥92.9万 |
|
| 2019-05-31 |
跌破0.618止损 |
卖出 |
8.24175 |
113000.0 |
¥93.1万 |
止损触发 |
| 2019-06-21 |
黄金分割买点 |
买入 |
8.618609999999999 |
108500.0 |
¥93.5万 |
|
| 2019-06-27 |
跌破0.618止损 |
卖出 |
8.30169 |
108500.0 |
¥90.0万 |
止损触发 |
| 2019-10-30 |
黄金分割买点 |
买入 |
8.69869 |
103400.0 |
¥90.0万 |
|
| 2019-11-27 |
跌破0.618止损 |
卖出 |
8.36163 |
103400.0 |
¥86.4万 |
止损触发 |
| 2019-12-18 |
黄金分割买点 |
买入 |
8.78878 |
98600.0 |
¥86.7万 |
|
| 2019-12-26 |
跌破0.618止损 |
卖出 |
8.611379999999999 |
98600.0 |
¥84.9万 |
止损触发 |
| 2020-05-06 |
黄金分割买点 |
买入 |
7.607599999999999 |
110200.0 |
¥83.9万 |
|
| 2020-06-22 |
跌破0.618止损 |
卖出 |
7.392600000000002 |
110200.0 |
¥81.4万 |
止损触发 |
| 2020-07-14 |
黄金分割买点 |
买入 |
8.13813 |
101200.0 |
¥82.4万 |
|
| 2020-07-16 |
跌破0.618止损 |
卖出 |
7.8921 |
101200.0 |
¥79.8万 |
止损触发 |
| 2020-08-13 |
黄金分割买点 |
买入 |
8.26826 |
96400.0 |
¥79.7万 |
|
| 2020-09-25 |
跌破0.618止损 |
卖出 |
8.11188 |
96400.0 |
¥78.2万 |
止损触发 |
| 2020-10-22 |
黄金分割买点 |
买入 |
8.48848 |
92400.0 |
¥78.5万 |
|
| 2020-10-27 |
跌破0.618止损 |
卖出 |
8.091899999999999 |
92400.0 |
¥74.7万 |
止损触发 |
| 2020-11-20 |
黄金分割买点 |
买入 |
8.258249999999999 |
89800.0 |
¥74.2万 |
|
| 2020-12-10 |
跌破0.618止损 |
卖出 |
8.091899999999999 |
89800.0 |
¥72.6万 |
止损触发 |
| 2021-01-19 |
黄金分割买点 |
买入 |
8.42842 |
86400.0 |
¥72.8万 |
|
| 2021-01-27 |
跌破0.618止损 |
卖出 |
8.121870000000001 |
86400.0 |
¥70.2万 |
止损触发 |
| 2021-02-04 |
黄金分割买点 |
买入 |
8.36836 |
83700.0 |
¥70.1万 |
|
| 2021-02-26 |
重回前高 |
卖出 |
9.15084 |
83700.0 |
¥76.6万 |
|
| 2021-04-16 |
黄金分割买点 |
买入 |
9.25925 |
83200.0 |
¥77.1万 |
|
| 2021-06-01 |
重回前高 |
卖出 |
10.47951 |
83200.0 |
¥87.2万 |
|
| 2021-07-16 |
黄金分割买点 |
买入 |
10.23022 |
84700.0 |
¥86.7万 |
|
| 2021-07-27 |
跌破0.618止损 |
卖出 |
9.37062 |
84700.0 |
¥79.3万 |
止损触发 |
| 2021-09-13 |
黄金分割买点 |
买入 |
9.769759999999998 |
81600.0 |
¥79.7万 |
|
| 2021-09-16 |
跌破0.618止损 |
卖出 |
9.270719999999999 |
81600.0 |
¥75.6万 |
止损触发 |
| 2021-10-12 |
黄金分割买点 |
买入 |
9.58958 |
78300.0 |
¥75.1万 |
|
| 2021-10-22 |
重回前高 |
卖出 |
10.0899 |
78300.0 |
¥79.0万 |
|
| 2021-11-05 |
黄金分割买点 |
买入 |
9.549539999999999 |
82700.0 |
¥79.0万 |
|
| 2021-11-23 |
跌破0.618止损 |
卖出 |
9.260729999999999 |
82700.0 |
¥76.6万 |
止损触发 |
| 2022-01-12 |
黄金分割买点 |
买入 |
9.619609999999998 |
80000.0 |
¥77.0万 |
|
| 2022-01-21 |
重回前高 |
卖出 |
10.049940000000001 |
80000.0 |
¥80.4万 |
|
| 2022-02-28 |
黄金分割买点 |
买入 |
9.8098 |
81800.0 |
¥80.3万 |
|
| 2022-04-06 |
重回前高 |
卖出 |
10.91907 |
81800.0 |
¥89.3万 |
|
| 2022-05-11 |
黄金分割买点 |
买入 |
10.97096 |
81200.0 |
¥89.1万 |
|
| 2022-06-20 |
跌破0.618止损 |
卖出 |
10.6893 |
81200.0 |
¥86.8万 |
止损触发 |
| 2022-09-19 |
黄金分割买点 |
买入 |
10.550539999999998 |
82500.0 |
¥87.1万 |
|
| 2022-10-21 |
跌破0.618止损 |
卖出 |
10.439549999999999 |
82500.0 |
¥86.1万 |
止损触发 |
| 2022-11-30 |
黄金分割买点 |
买入 |
10.360349999999999 |
83100.0 |
¥86.1万 |
|
| 2023-01-05 |
重回前高 |
卖出 |
10.789200000000001 |
83100.0 |
¥89.6万 |
|
| 2023-08-11 |
黄金分割买点 |
买入 |
8.528519999999999 |
104800.0 |
¥89.4万 |
|
| 2023-08-15 |
跌破0.618止损 |
卖出 |
8.27172 |
104800.0 |
¥86.7万 |
止损触发 |
| 2024-06-19 |
黄金分割买点 |
买入 |
9.759749999999999 |
89000.0 |
¥86.9万 |
|
| 2024-08-09 |
跌破0.618止损 |
卖出 |
9.74025 |
89000.0 |
¥86.7万 |
止损触发 |
| 2024-11-28 |
黄金分割买点 |
买入 |
10.67066 |
80600.0 |
¥86.0万 |
|
| 2024-12-17 |
跌破0.618止损 |
卖出 |
10.49949 |
80600.0 |
¥84.6万 |
止损触发 |
| 2025-10-22 |
黄金分割买点 |
买入 |
11.441429999999999 |
74500.0 |
¥85.3万 |
|
| 2025-12-02 |
重回前高 |
卖出 |
11.82 |
74500.0 |
¥88.0万 |
|
| 2025-12-09 |
黄金分割买点 |
买入 |
11.411399999999999 |
77100.0 |
¥88.0万 |
|
| 2025-12-29 |
跌破0.618止损 |
卖出 |
11.218770000000001 |
77100.0 |
¥86.5万 |
止损触发 |
| 2026-02-10 |
黄金分割买点 |
买入 |
11.271259999999998 |
76700.0 |
¥86.5万 |
|
| 2026-03-18 |
重回前高 |
卖出 |
11.518469999999999 |
76700.0 |
¥88.3万 |
|
| 2026-07-15 |
黄金分割买点 |
买入 |
10.900889999999999 |
80100.0 |
¥87.3万 |
|
| 2026-07-31 |
重回前高 |
卖出 |
11.608379999999999 |
80100.0 |
¥93.0万 |
|